Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.719893 0.825295 0.949349 1.108488 1.310802 1.564635 1.916118
2025-08-03 0.622668 0.758689 0.935034 1.188798 1.560365 2.114224 3.072488
2025-08-10 0.529617 0.671047 0.866506 1.171414 1.668221 2.522790 4.348883
2025-08-17 0.451959 0.587557 0.783161 1.106008 1.675251 2.772770 5.607505
2025-08-24 0.404022 0.537267 0.736990 1.084298 1.745300 3.179613 7.803583
2025-08-31 0.387501 0.529588 0.752838 1.167736 2.042599 4.298148 14.996679
2025-09-07 0.357567 0.496953 0.722483 1.159946 2.148662 5.043762 24.618434
2025-09-14 0.329680 0.464097 0.686560 1.132876 2.200454 5.695090 40.433126
2025-09-21 0.308649 0.439953 0.662157 1.123325 2.293397 6.629141 82.327875
2025-09-28 0.287707 0.413876 0.630932 1.093051 2.320352 7.359785 177.642600
2025-10-05 0.283840 0.415901 0.650818 1.178190 2.724617 10.844791 NaN
2025-10-12 0.286138 0.428584 0.692445 1.325564 3.446053 20.009026 NaN
2025-10-19 0.273584 0.414868 0.682676 1.350868 3.782719 29.532356 NaN
2025-10-26 0.261225 0.400424 0.669703 1.365680 4.105707 45.147187 NaN
2025-11-02 0.243876 0.375384 0.631795 1.303743 4.034734 52.170765 NaN
2025-11-09 0.225645 0.347525 0.585427 1.210093 3.760500 49.831446 NaN
2025-11-16 0.213819 0.330921 0.561629 1.177483 3.791513 62.910685 NaN
2025-11-23 0.212064 0.333097 0.578418 1.267873 4.591078 215.207153 NaN
2025-11-30 0.203419 0.321383 0.563194 1.257117 4.788624 461.366935 NaN
2025-12-07 0.194174 0.307912 0.542740 1.225728 4.828576 925.389560 NaN
2025-12-14 0.186914 0.297881 0.529228 1.214571 5.016527 5487.248385 NaN
2025-12-21 0.178825 0.285756 0.509858 1.180401 5.005850 101752.862451 NaN
2025-12-28 0.178615 0.289220 0.527148 1.275958 6.234696 NaN NaN